feat: 一票制并发锁 + MT5硬止损兜底

- 一票制: _pending_long/_pending_short 计数器防同一周期内多信号穿透
- 硬止损: MT5下单时附带sl/tp,倍率1.5x(止损)/1.3x(止盈),比EA软止损更宽
- config.py: 新增 hard_sl_multiplier/hard_tp_multiplier
- 全部 send_order 链路(abc/remote/live/server/dryrun/backtest) 支持 sl/tp 参数
- 对冲模块: 彻底移除
- 日志: 去重+30轮摘要
This commit is contained in:
silencesdg
2026-05-14 13:33:23 +08:00
parent cacca80e11
commit 430376eb61
18 changed files with 1089 additions and 120 deletions
+1 -1
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@@ -37,7 +37,7 @@ class DataProvider(ABC):
"""获取品种信息(合约规格等)"""
@abstractmethod
def send_order(self, symbol, order_type, volume):
def send_order(self, symbol, order_type, volume, sl=None, tp=None):
"""发送订单"""
@abstractmethod
+1 -1
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@@ -64,7 +64,7 @@ class BacktestDataProvider(DataProvider):
symbol, timeframe, count, self.current_index
)
def send_order(self, symbol, order_type, volume):
def send_order(self, symbol, order_type, volume, sl=None, tp=None):
self.simulated_ticket_counter += 1
logger.info(f"[回测模式] 下单: {order_type} {volume:.2f}{symbol}")
return {'order': self.simulated_ticket_counter}
+1 -1
View File
@@ -48,7 +48,7 @@ class DryRunDataProvider(DataProvider):
def get_positions(self, symbol):
return []
def send_order(self, symbol, order_type, volume):
def send_order(self, symbol, order_type, volume, sl=None, tp=None):
self.simulated_ticket_counter += 1
price_data = self.get_current_price(symbol)
price = price_data['last'] if price_data else "N/A"
+3 -1
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@@ -53,7 +53,7 @@ class LiveDataProvider(DataProvider):
def get_symbol_info(self, symbol):
return _get_mt5().symbol_info(symbol)
def send_order(self, symbol, order_type, volume):
def send_order(self, symbol, order_type, volume, sl=None, tp=None):
price_data = self.get_current_price(symbol)
if not price_data:
logger.error(f"无法获取 {symbol} 价格,无法下单")
@@ -92,6 +92,8 @@ class LiveDataProvider(DataProvider):
"volume": volume,
"type": order_type_mt5,
"price": price,
"sl": sl or 0.0, # ★ MT5 硬止损(0=不设)
"tp": tp or 0.0, # ★ MT5 硬止盈
"deviation": 20,
"magic": 234000,
"comment": f"{order_type} order",
+7 -2
View File
@@ -92,11 +92,16 @@ class RemoteDataProvider(DataProvider):
except Exception:
return None
def send_order(self, symbol, order_type, volume):
def send_order(self, symbol, order_type, volume, sl=None, tp=None):
try:
body = {"symbol": symbol, "order_type": order_type, "volume": volume}
if sl is not None:
body["sl"] = sl
if tp is not None:
body["tp"] = tp
resp = self._session.post(
f"{self.base_url}/order",
json={"symbol": symbol, "order_type": order_type, "volume": volume},
json=body,
timeout=10,
)
if resp.status_code != 200: